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Quantbot Technologies

Quantbot Technologies Portfolio holdings

AUM $2.54B Turnover 50.19%
1-Year Est. Return 22.25%
 

Quantbot Technologies runs computer-driven trading strategies, buying and selling stocks long and short and holding positions from a few seconds to a few days. The firm was founded in 2009 and also trades options, swaps and futures. It is hired to manage money for private funds, whose investors are institutional investors, high net worth individuals and employees. Paul White is its president and chief executive, and Ashar Mahboob is its chief investment officer.

This Fund
S&P 500
This Quarter Est. Return
-5.41%
1 Year Est. Return
+22.25%
3 Year Est. Return
+33.64%
5 Year Est. Return
+6.9%
10 Year Est. Return
+44.54%
AUM
$727M
AUM Growth
+$94.3M
Cap. Flow
+$139M
Cap. Flow %
19.13%
Top 10 Hldgs %
6.85%
Holding
1,666
New
543
Increased
346
Reduced
210
Closed
566
Avg Time Held
0.2 years
Top 10 Avg Time Held
0 years
Top 20 Avg Time Held
0.1 years

Top Buys

Rank Stock Value
1
VTRS icon
Viatris
VTRS
+$6.23M
2
PEP icon
PepsiCo
PEP
+$5.05M
3
TEL icon
TE Connectivity
TEL
+$4.81M
4
ITW icon
Illinois Tool Works
ITW
+$4.42M
5
COF icon
Capital One
COF
+$4.35M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$6.22M
2
LVS icon
Las Vegas Sands
LVS
+$4.95M
3
ORCL icon
Oracle
ORCL
+$4.71M
4
ACN icon
Accenture
ACN
+$4.7M
5
EMR icon
Emerson Electric
EMR
+$4.48M

Sector Composition

Rank Sector Weight
1 Technology 14.41%
2 Consumer Discretionary 14.11%
3 Financials 11.42%
4 Industrials 11.07%
5 Healthcare 10.98%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
JCP
1501
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-112,551
Closed -$1.02M –
SSI
1502
DELISTED
Stage Stores Inc
SSI
– –
-6,400
Closed -$119K –
AGN
1503
DELISTED
Allergan plc
AGN
– –
-19,883
Closed -$4.43M –
MLNX
1504
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-2,083
Closed -$72K –
CYOU
1505
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-200
Closed -$5K –
RTN
1506
DELISTED
Raytheon Company
RTN
– –
-45,721
Closed -$4.22M –
PEGI
1507
DELISTED
Pattern Energy Group Inc. Class A
PEGI
– –
-2,800
Closed -$92K –
PIR
1508
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-2,217
Closed -$683K –
LPT
1509
DELISTED
Liberty Property Trust
LPT
– –
-2,573
Closed -$97K –
WCG
1510
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-9,937
Closed -$741K –
MDR
1511
DELISTED
McDermott International
MDR
– –
-33,333
Closed -$809K –
SRCI
1512
DELISTED
SRC Energy Inc
SRCI
– –
-10,400
Closed -$137K –
VSI
1513
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-400
Closed -$17K –
STI icon
1514
DELISTED
SunTrust Banks, Inc.
STI
– –
-11,968
Closed -$479K –
NCI icon
1515
DELISTED
Navigant Consulting, Inc.
NCI
– –
-700
Closed -$12K –
OAK
1516
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
– –
-1,100
Closed -$54K –
DFRG
1517
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
– –
-3,400
Closed -$93K –
SFLY
1518
DELISTED
Shutterfly, Inc.
SFLY
– –
-3,801
Closed -$163K –
PES
1519
DELISTED
Pioneer Energy Services Corp.
PES
– –
-4,871
Closed -$85K –
WP
1520
DELISTED
Worldpay, Inc.
WP
– –
-16,347
Closed -$549K –
INSY
1521
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-3,200
Closed -$49K –
BMS
1522
DELISTED
Bemis
BMS
– –
-16,060
Closed -$652K –
MXWL
1523
DELISTED
Maxwell Technologies Inc
MXWL
– –
-13,365
Closed -$202K –
HZNP
1524
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-6,203
Closed -$98K –
ELLI
1525
DELISTED
Ellie Mae Inc
ELLI
– –
-2,200
Closed -$68K –
59 60
61
62 63

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Quantbot Technologies's Q3 2014 Portfolio in Review

As of Q3 2014, Quantbot Technologies held 1,666 positions worth $727M, up 15% from $633M the previous quarter. Its ten largest holdings account for 6.8% of the portfolio.

Quantbot Technologies deployed $139M of net new capital in Q3 2014, opening 543 new positions and adding to 346 existing holdings. Its largest new stake was Viatris: 128,131 shares worth $5.83M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 14% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $6.22M trimmed.

  • Quantbot Technologies's largest Q3 2014 buy was Viatris: 128,131 shares worth $5.83M.
  • Quantbot Technologies added most to Illinois Tool Works in Q3 2014, an estimated $4.42M increase.
  • Quantbot Technologies's biggest Q3 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $6.22M.
  • Quantbot Technologies fully exited Las Vegas Sands in Q3 2014, selling an estimated $4.95M.
  • Quantbot Technologies's ten largest holdings make up 6.8% of its $727M portfolio in Q3 2014.
  • Quantbot Technologies opened 543 new positions and closed 566 in Q3 2014.
  • Quantbot Technologies's portfolio value rose 15% quarter-over-quarter to $727M.

Based on Quantbot Technologies's 13F filing for Q3 2014, filed 15 Oct 2014.